On Fairness, Justice, and VAR - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook On Fairness, Justice, and VAR write by Jorge Tovar. This book was released on 2021-11-01. On Fairness, Justice, and VAR available in PDF, EPUB and Kindle. This book analyzes the 2018 and 2019 men's and women's World Cups to understand how the use of Video Assistant Referees (VAR) affected each tournament. Unlike goal technology, where the decision is entirely left to the machine's algorithm, the VAR still has a human component, making it prone to errors and controversies. Building on the theories of justice, the book quantitatively reviews event-level data while using a historical perspective to depict a novel approach to the effects of VAR in major soccer tournaments. The six chapters examine the use of VAR, discuss when it was not used (but maybe should have been used), and explore how the World Cup evolved with the new technology. Combining the VAR events of 2018 and 2019 with comparable situations from past World Cups guides the reader into debating the meaning of justice and the potential of ever achieving fairness in soccer.
The Cointegrated VAR Model
The Cointegrated VAR Model - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook The Cointegrated VAR Model write by Katarina Juselius. This book was released on 2006-12-07. The Cointegrated VAR Model available in PDF, EPUB and Kindle. This valuable text provides a comprehensive introduction to VAR modelling and how it can be applied. In particular, the author focuses on the properties of the Cointegrated VAR model and its implications for macroeconomic inference when data are non-stationary. The text provides a number of insights into the links between statistical econometric modelling and economic theory and gives a thorough treatment of identification of the long-run and short-run structure as well as of the common stochastic trends and the impulse response functions, providing in each case illustrations of applicability. This book presents the main ingredients of the Copenhagen School of Time-Series Econometrics in a transparent and coherent framework. The distinguishing feature of this school is that econometric theory and applications have been developed in close cooperation. The guiding principle is that good econometric work should take econometrics, institutions, and economics seriously. The author uses a single data set throughout most of the book to guide the reader through the econometric theory while also revealing the full implications for the underlying economic model. To test ensure full understanding the book concludes with the introduction of two new data sets to combine readers understanding of econometric theory and economic models, with economic reality.
Recovery Plan for the Davis' Green Pitaya Echinocereus Viridiflorus Engelm. Var. Davisii (Houghton) L. Benson
Recovery Plan for the Davis' Green Pitaya Echinocereus Viridiflorus Engelm. Var. Davisii (Houghton) L. Benson - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Recovery Plan for the Davis' Green Pitaya Echinocereus Viridiflorus Engelm. Var. Davisii (Houghton) L. Benson write by Kenneth D. Heil. This book was released on 1984. Recovery Plan for the Davis' Green Pitaya Echinocereus Viridiflorus Engelm. Var. Davisii (Houghton) L. Benson available in PDF, EPUB and Kindle.
VaR Methodology for Non-Gaussian Finance
VaR Methodology for Non-Gaussian Finance - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook VaR Methodology for Non-Gaussian Finance write by Marine Habart-Corlosquet. This book was released on 2013-05-06. VaR Methodology for Non-Gaussian Finance available in PDF, EPUB and Kindle. With the impact of the recent financial crises, more attention must be given to new models in finance rejecting “Black-Scholes-Samuelson” assumptions leading to what is called non-Gaussian finance. With the growing importance of Solvency II, Basel II and III regulatory rules for insurance companies and banks, value at risk (VaR) – one of the most popular risk indicator techniques plays a fundamental role in defining appropriate levels of equities. The aim of this book is to show how new VaR techniques can be built more appropriately for a crisis situation. VaR methodology for non-Gaussian finance looks at the importance of VaR in standard international rules for banks and insurance companies; gives the first non-Gaussian extensions of VaR and applies several basic statistical theories to extend classical results of VaR techniques such as the NP approximation, the Cornish-Fisher approximation, extreme and a Pareto distribution. Several non-Gaussian models using Copula methodology, Lévy processes along with particular attention to models with jumps such as the Merton model are presented; as are the consideration of time homogeneous and non-homogeneous Markov and semi-Markov processes and for each of these models. Contents 1. Use of Value-at-Risk (VaR) Techniques for Solvency II, Basel II and III. 2. Classical Value-at-Risk (VaR) Methods. 3. VaR Extensions from Gaussian Finance to Non-Gaussian Finance. 4. New VaR Methods of Non-Gaussian Finance. 5. Non-Gaussian Finance: Semi-Markov Models.
Draft Recovery Plan for Sidalcea Oregana Var. Calva (Wenatchee Mountains Checker-mallow).
Draft Recovery Plan for Sidalcea Oregana Var. Calva (Wenatchee Mountains Checker-mallow). - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Draft Recovery Plan for Sidalcea Oregana Var. Calva (Wenatchee Mountains Checker-mallow). write by . This book was released on 2003. Draft Recovery Plan for Sidalcea Oregana Var. Calva (Wenatchee Mountains Checker-mallow). available in PDF, EPUB and Kindle.
